On the Asymptotic Joint Distributions of the Eigenvalues of Random Matrices Which Arise under Components of Covariance Model.

Abstract

In this paper, the authors derived asymptotic joint distributions of the eigenvalues of some random matrices which arise under components of covariance model. Keywords: Eigenstructure analysis; Multivariate analysis; Analysis of variance.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA186387

Entities

People

  • L. C. Zhao
  • Paruchuri R. Krishnaiah
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Classification
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Eigenvalues
  • Equations
  • Governments
  • Information Science
  • Multivariate Analysis
  • Scientific Research
  • Signal Processing
  • Statistical Analysis
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.